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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares MSCI Emerging Markets Value Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
iShares MSCI Emerging Markets Value Factor ETF (EVLU) has returned 4.44% so far this year and 38.27% over the past 12 months.
iShares MSCI Emerging Markets Value Factor ETF
- 1D
- 2.98%
- 1M
- -10.26%
- YTD
- 4.44%
- 6M
- 14.87%
- 1Y
- 38.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 6, 2024, EVLU's average daily return is +0.11%, while the average monthly return is +2.16%. At this rate, your investment would double in approximately 2.7 years.
Historically, 63% of months were positive and 37% were negative. The best month was Jun 2025 with a return of +8.3%, while the worst month was Mar 2026 at -10.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EVLU closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Apr 4, 2025 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.20% | 7.56% | -10.26% | 4.44% | |||||||||
| 2025 | 2.08% | 1.41% | 1.10% | -1.27% | 3.42% | 8.33% | -0.10% | 2.20% | 6.58% | 8.04% | -0.86% | 2.69% | 38.54% |
| 2024 | 7.94% | -2.85% | -2.62% | -0.49% | 1.61% |
Benchmark Metrics
iShares MSCI Emerging Markets Value Factor ETF has an annualized alpha of 18.20%, beta of 0.73, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since September 09, 2024.
- This ETF captured 116.94% of S&P 500 Index gains but only 19.15% of its losses — a favorable profile for investors.
- R² of 0.42 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 18.20%
- Beta
- 0.73
- R²
- 0.42
- Upside Capture
- 116.94%
- Downside Capture
- 19.15%
Expense Ratio
EVLU has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EVLU ranks 88 for risk / return — in the top 88% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) and compare them to a chosen benchmark (S&P 500 Index).
| EVLU | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.90 | +1.05 |
Sortino ratioReturn per unit of downside risk | 2.58 | 1.39 | +1.19 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 1.40 | +1.49 |
Martin ratioReturn relative to average drawdown | 10.74 | 6.61 | +4.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore EVLU risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
iShares MSCI Emerging Markets Value Factor ETF provided a 4.98% dividend yield over the last twelve months, with an annual payout of $1.67 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $1.67 | $1.67 | $0.25 |
Dividend yield | 4.98% | 5.20% | 1.03% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI Emerging Markets Value Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.20 | $1.67 |
| 2024 | $0.25 | $0.25 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI Emerging Markets Value Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares MSCI Emerging Markets Value Factor ETF was 17.17%, occurring on Apr 8, 2025. Recovery took 42 trading sessions.
The current iShares MSCI Emerging Markets Value Factor ETF drawdown is 10.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.17% | Oct 8, 2024 | 125 | Apr 8, 2025 | 42 | Jun 9, 2025 | 167 |
| -12.9% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -5.36% | Nov 13, 2025 | 7 | Nov 21, 2025 | 27 | Jan 2, 2026 | 34 |
| -4.45% | Oct 7, 2025 | 4 | Oct 10, 2025 | 4 | Oct 16, 2025 | 8 |
| -3.51% | Jul 24, 2025 | 7 | Aug 1, 2025 | 7 | Aug 12, 2025 | 14 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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